How to Configure Internet Explorer to Open Office
Documents in the Appropriate Office Program Instead of in Internet Explorer
http://support.microsoft.com/?scid=162059

You'll want to check that "confirm open after download" box.

jasonr17 wrote:

I used to have an option to either "save" or "open" an excel format file from
the web. It would either allow me to open in a webpage window, or save the
file to my disk. I accidentally unchecked a box, which has made it so that I
can no longer save the file to disk. I need to be able to save these excel
files to disk. Any ideas on how to get back to that point? Would it be a
preference in excel? or IE?

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Dave Peterson